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標題:TAIEX Forecasting Based on Fuzzy Time Series and Technical Indices Analysis of the Stock Market
學年101
學期2
發表日期2013/06/17
作品名稱TAIEX Forecasting Based on Fuzzy Time Series and Technical Indices Analysis of the Stock Market
作品名稱(其他語言)
著者陳錫明; Chen, Shyi-ming; 王正一; Wang, Cheng-yi
作品所屬單位
出版者
會議名稱IEA/AIE'13 26th International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems
會議地點Amsterdam, The Netherlands
摘要This paper presents a new method for forecasting the TAIEX based on fuzzy time series and technical indices analysis of the stock market. Because the proposed method uses both fuzzy time series and technical indices analysis of the stock market to analyze the historical training data in details for forecasting the TAIEX, it can get higher forecasting accuracy rate than the existing methods. The contribution of this paper is that we present a new fuzzy time series forecasting method based on the MACD index, combined with the stochastic line indices (KD indices) to forecast the TAIEX. It gets a higher average forecasting accuracy rate than the existing method for forecasting the TAIEX.
關鍵字
語言英文
收錄於
會議性質國際
校內研討會地點
研討會時間20130617~20130621
通訊作者
國別荷蘭
公開徵稿
出版型式
出處Proceedings of the 26th International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems
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